Results 71 to 80 of about 1,198,728 (286)

Efficiency of the Foreign Exchange Market of Papua New Guinea During the Recent Float [PDF]

This paper examines the validity of the efficient market hypothesis (EMH) for the foreign exchange market of Papua New Guinea (PNG) using data on spot exchange rates for four major foreign currencies during the recent float.
Guneratne Banda Wickremasinghe
core  

Spot foreign exchange market and time series

, 2003
We investigate high frequency price dynamics in foreign exchange market using data from Reuters information system (the dataset has been provided to us by Ols en & Associates).
Petroni, Filippo, Serva, Maurizio
core   +2 more sources

EXCHANGE MARKET PRESSURE INDEX AS A MACROECONOMIC RISK MEASURING INSTRUMENT

Economy and Sociology, 2020
The financial sector of the Republic of Moldova belongs to the developing ones and is characterized by a higher level of risk and, therefore, a higher likelihood of a systemic crisis.
Tatiana COLESNICOVA, Rodica PERCIUN, Alexandra TVIRCUN   +2 more
doaj  

Effects and Policy Implications of the Introduction of Currency Futures in Korea

East Asian Economic Review, 1999
The market of currency futures of South Korea was opened on April 23rd in 1999. This thesis analyzed the influence of the currency futures market over the foreign exchange market, aiming at observing the possible future of the currency futures market and
Yunjong Wang , Young-Ho Park
doaj   +1 more source

A market microstructure analysis of foreign exchange intervention [PDF]

We formulate a market microstructure model of exchange determination we employ to investigate the impact of foreign exchange intervention on exchange rates and on foreign exchange (FX) market conditions.
Vitale, Paolo
core  

Foreign Exchange Market Structure, Players and Evolution

, 2011
Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction of their former level. Entirely
M. King, C. Osler, Dagfinn Rime
semanticscholar   +1 more source

Adaptation of Basel Agreements to the Currency Risks Management in Ukraine and Russia

Vestnik Volgogradskogo Gosudarstvennogo Universiteta. Seriâ 3, Èkonomika,Èkologiâ, 2015
The article reveals the problem of adapting the Basel standards for managing the market and, in particular, foreign exchange risks to the conditions of the national economies of Ukraine and Russia.
Ekaterina Tikhonovna Sveshnikova
doaj   +1 more source

Sterilized Foreign Exchange Market Interventions in a Chartist-Fundamentalist Exchange Rate Model [PDF]

Sterilized foreign exchange market interventions are commonly dismissed by economists as an ineffective policy instrument. Nevertheless many central banks operating under independently floating exchange rates regimes are often engaged in sales and ...
Schmidt, Robert, Wollmershäuser, Timo
core  

Weak-Form Efficiency of Foreign Exchange Market in the Organisation for Economic Cooperation and Development Countries: Unit Root Test

, 2011
This paper will look at the weak-form efficiency of the foreign exchange market in thirty (30) Organization forEconomic Cooperation and Development (OECD) countries.
J. Ibrahim, Yasmiza Long, H. Ghani, Safrul Izani Mohd. Salleh   +3 more
semanticscholar   +1 more source

Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea

East Asian Economic Review, 2015
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan.
Taly I
doaj   +1 more source